follow the directions... and you wont have issues.
Basically you just find the folder where your replays are saved. E.g. C:\Games\Wows\replays,C:\Games\Wows\bin64\replays, C:\Games\steam\steamapps\21394762\bin\123124\replays And then select the folder where the replays folder is in.
E.g. C:\Games\Wows, C:\Games\Wows\bin64, C:\Games\steam\steamapps\21394762\bin\123124 It's called 'ForSteam' but works just aswell for the non-steam client.
Addition It doesn't work when your replays are versioned. If they are you have to disabled versioned replays.
Either with the mod you're using for that or change ´<versioned>true</versioned>´ to false in the engine_config.xml If you have one in the res_mods folder then change it there.
If not it's the one in the res folder.